+76.6%
PEP vs ZTS
+54.3%
+22.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | +0.1% | -4.8% | +4.9% | +1.5% |
| 30D | +0.7% | +1.2% | -0.6% | +0.2% |
| 3M | -0.5% | -6.0% | +5.5% | +1.0% |
| 6M | -11.3% | -38.7% | +27.4% | +0.9% |
| YTD | -0.6% | -40.6% | +40.0% | +14.1% |
| 1Y | +1.7% | -50.6% | +52.3% | +23.0% |
| 3Y | -12.5% | -58.7% | +46.3% | +10.3% |
| 5Y | +3.9% | -62.8% | +66.7% | +33.7% |
| 10Y | +76.6% | +56.2% | +20.4% | +51.1% |
| All | +76.6% | +54.3% | +22.2% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling